proj_hs

The orthogonal projection matrix \(P\) has unit determinant and
transforms an <code>n</code> by <code>d</code> matrix by taking \(x * P\).
The components of the first column vector of the resulting matrix are strictly positive.

Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.

Leo Belzile

Multivariate Inverse Gaussian Distribution

Frederic Ouimet

proj_hs function

<dl><dt>beta</dt>
<dd>vector defining the half-space</dd>
<dt>inv</dt>
<dd>logical; if <code>TRUE</code>, return the inverse matrix</dd></dl>

Arguments

Orthogonal projection matrix onto the half-space — proj_hs

<dl>

<dt>beta</dt>
<dd>vector defining the half-space</dd>


<dt>inv</dt>
<dd>logical; if <code>TRUE</code>, return the inverse matrix</dd>

</dl>

proj_hs: Orthogonal projection matrix onto the half-space

Description

Usage

Value

Arguments